Backtesting

A comprehensive guide for building robust backtesting frameworks for trading strategies. Covers common biases (look-ahead, survivorship, overfitting), implementation patterns including event-driven and vectorized backtesters, walk-forward optimization, Monte Carlo analysis, and performance metrics calculation.

A comprehensive quantitative finance skill for building robust backtesting systems for trading strategies. It covers event-driven and vectorized backtesters, walk-forward optimization, Monte Carlo analysis, and risk metrics including VaR, CVaR, Sharpe ratio, and drawdown analysis.